-1.8%
SHOP vs A
-11.9%
+10.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.0% |
| 7D | -5.1% | -1.9% | -3.2% | -3.6% |
| 30D | +0.6% | +6.9% | -6.3% | -4.9% |
| 3M | +25.0% | +9.2% | +15.8% | +15.7% |
| 6M | +11.9% | +25.7% | -13.8% | -9.3% |
| YTD | -9.9% | +11.5% | -21.4% | -19.3% |
| 1Y | 0.0% | +18.4% | -18.4% | -15.6% |
| 3Y | +117.5% | +26.6% | +90.9% | +57.9% |
| All | -1.8% | -11.9% | +10.1% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling